+272.2%
QCOM vs CDE
+59.7%
+212.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | +4.9% | -6.1% | +11.0% | +5.7% |
| 30D | +9.3% | +9.5% | -0.2% | +8.0% |
| 3M | -7.0% | +32.0% | -39.0% | -10.4% |
| 6M | +32.0% | -12.8% | +44.8% | +32.6% |
| YTD | +5.0% | +14.2% | -9.2% | +1.8% |
| 1Y | +13.6% | +36.3% | -22.7% | +7.0% |
| 3Y | +77.6% | +821.4% | -743.8% | +32.5% |
| 5Y | +38.2% | +194.3% | -156.1% | +10.2% |
| All | +272.2% | +59.7% | +212.5% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CDE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling